Anic Equity¶

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Total return since start: 0.69 %¶

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Equity now: -----------------------------> 51637.37 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48438.31 Kr¶

PnL: ---------------------------------------> -649.26 Kr¶

DD now: ---------------------------------> -0.591 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 13:19:44.718207'

Anic Portfolio¶

Today¶

Return: -0.003 %¶

This Week¶

Return: 8.648 %¶

Total¶

Return: 69.047 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HMS Networks 2 3.600000 806.400000 133.400000 19.820000 673.000000
FM Mattsson Mora Group B 54 -3.790000 3294.000000 114.000000 3.580000 3180.000006
Nordea Bank Abp 29 0.840000 3561.200000 107.200000 3.100000 3453.999992
HEBA B 70 1.960000 2726.500000 90.500000 3.430000 2636.000010
SAAB B 8 1.400000 3464.800000 87.800000 2.600000 3377.000000
Swedbank A 3 2.400000 615.600000 51.600000 9.150000 564.000000
Fasadgruppen Group 38 0.550000 4187.600000 46.600000 1.130000 4140.999992
Resurs Holding 22 1.010000 617.540000 43.540000 7.590000 573.999998
AcadeMedia 12 0.730000 595.680000 38.680000 6.940000 557.000004
MedCap 2 -1.080000 458.000000 37.000000 8.790000 421.000000
Samhällsbyggnadsbo. i Norden B 20 2.420000 389.100000 34.100000 9.610000 355.000000
Intrum 4 2.080000 550.600000 23.600000 4.480000 527.000000
Norva24 Group 16 -1.670000 566.400000 23.400000 4.310000 543.000000
OEM International B 7 0.650000 546.000000 18.000000 3.410000 527.999997
Eastnine 4 1.120000 506.400000 15.400000 3.140000 491.000000
Securitas B 6 2.290000 585.120000 15.120000 2.650000 570.000000
Coor Service Management Hold. 8 0.970000 539.200000 7.200000 1.350000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.920000 567.000000 5.000000 0.890000 562.000005
Samhällsbyggnadsbo. i Norden D 12 0.780000 249.120000 3.120000 1.270000 246.000000
Karnov Group 9 -0.500000 537.300000 1.300000 0.240000 536.000004
Creaspac SPAC 6 -0.310000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 0.140000 545.000000 -1.000000 -0.180000 546.000000
Corem Property Group B 59 1.670000 573.190000 -3.810000 -0.660000 576.999999
Boozt 12 1.100000 1648.800000 -5.200000 -0.310000 1653.999996
Midsona B 63 0.220000 576.450000 -6.550000 -1.120000 582.999984
Sampo Oyj SDB 7 0.550000 3843.000000 -7.000000 -0.180000 3850.000000
CTEK 13 1.690000 508.300000 -25.700000 -4.810000 533.999999
International Petroleum Corp. 5 0.530000 565.500000 -29.070000 -4.890000 594.565215
Essity B 2 -1.470000 537.400000 -36.600000 -6.380000 574.000000
Vivesto 1368 -1.900000 550.210000 -62.790000 -10.240000 612.999432
Essity A 4 -1.470000 1076.000000 -73.000000 -6.350000 1149.000000
Beijer Electronics Group 27 -1.800000 2948.400000 -135.600000 -4.400000 3083.999994
OX2 22 4.470000 1849.100000 -139.900000 -7.030000 1989.000002
Axfood 15 -3.380000 3897.000000 -403.000000 -9.370000 4300.000005
Ovzon 64 -0.560000 3379.200000 -616.800000 -15.440000 3996.000000
TOTAL 48438.310000 -649.260000 -0.59104% 49087.564636

Updated:¶

'2023-02-01 13:19:57.605682'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶